Deepak Agrawal
Lecturer at Haas School of Business
Schools
- Haas School of Business
Links
Biography
Haas School of Business
Education
- PhD, Finance, New York University
- BE, Electronics and Communication Engineering, University of Jodhpur, India
Positions Held
At Haas since 2010
* 2010 – present, Lecturer, Haas School of Business
* 2007 – present, Director, Quantitative Research, DCI, San Francisco
* 2002 – 2007, Moody’s KMV, San Francisco
Current Research and Interests
- Credit risk
- Fixed income
- Risk management
Selected Papers and Publications
- “Explaining the Rate Spread on Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Finance (2001).
- “Factors Affecting the Valuation of Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Banking and Finance (2004).
- “Humpbacks in Credit Spreads,” with Jeffrey Bohn. Journal of Investment Management(2008).
- “Implied Correlations: Smiles or Smirks,” with Senay Agca and Saiyid Islam. Journal of Derivatives (2008).
Teaching
- Credit Risk Modeling
Videos
Dr.Deepak Agrawal, Global Education Summit 2016
Read about executive education
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